"People tell me, 'Oh you had a fight,' " Paltow tells PEOPLE at a party for Chopard's 150th anniversary at the Frick Collection in New York. "They're pitting you against each other and I just think, 'Why do we need to make a problem between women?' "

"I think that's the part that's lame," she says.

In fact, Paltrow, 37, says she found a kindred spirit in her 25-year-old costar.

"I adore Scarlett. I loved having her on set," the actress says. "She is really funny. She swears a lot. She has a dirty sense of humor. She loves to cook. She's like a girl after my own heart."

Paltrow, who got into top-notch shape for Iron Man 2 , which arrives in theaters May 7, slightly fell off the exercise wagon in order to get into character for another film. Still, she maintains that an active lifestyle is her priority. "I think a healthy lifestyle is really important," Paltrow says. "We're meant to be active and strong. We're not meant to be sedentary creatures who kind of sit at a desk all day."

Continues the actress: "It's so important to walk home or just take a bike ride because it's how you're connected to your body. It keeps all kinds of health problems at bay."

How does she keep in shape when not aggressively working out "I try to at least walk from point A to point B," says Paltrow, "or do some sit-ups before bed or anything to get the blood going."

Meet Sandra Bullock's baby! For the whole story – including photos of her son Louis, an emotional interview about her breakup with Jesse James and her life as a new mom – pick up the new issue of PEOPLE, on newsstands now.Click here to save $1 on the issue